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TI

Trexquant Investment Portfolio holdings

AUM $13.9B
1-Year Est. Return 31.98%
This Fund
S&P 500
This Quarter Est. Return
+5.24%
1 Year Est. Return
+31.98%
3 Year Est. Return
+90.18%
5 Year Est. Return
+73.02%
10 Year Est. Return
+326.84%
AUM
$397M
AUM Growth
+$31.6M
Cap. Flow
+$21.8M
Cap. Flow %
5.49%
Top 10 Hldgs %
6.27%
Holding
1,220
New
469
Increased
132
Reduced
125
Closed
494

Top Buys

Rank Stock Value
1
GIS icon
General Mills
GIS
+$2.65M
2
CCL icon
Carnival Corporation Ltd
CCL
+$2.61M
3
JBL icon
Jabil
JBL
+$2.6M
4
ADBE icon
Adobe
ADBE
+$2.54M
5
ACN icon
Accenture
ACN
+$2.41M

Top Sells

Rank Stock Value
1
KMX icon
CarMax
KMX
+$2.3M
2
UAL icon
United Airlines
UAL
+$2.28M
3
X
US Steel
X
+$1.98M
4
RHT
Red Hat Inc
RHT
+$1.89M
5
FDX icon
FedEx
FDX
+$1.78M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 16.56%
2 Technology 14.65%
3 Industrials 12.7%
4 Healthcare 11.12%
5 Financials 10.78%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MU icon
1
Micron Technology
MU
$1.04T
$2.58M 0.65%
65,515
-8,485
-11% -$268K
ADBE icon
2
Adobe
ADBE
$89.5B
$2.54M 0.64%
+17,053
New +$2.54M
CTAS icon
3
Cintas
CTAS
$82.4B
$2.53M 0.64%
+70,124
New +$2.34M
CCL icon
4
Carnival Corporation Ltd
CCL
$36.1B
$2.52M 0.64%
+39,045
New +$2.61M
ACN icon
5
Accenture
ACN
$89.9B
$2.5M 0.63%
+18,523
New +$2.41M
GIS icon
6
General Mills
GIS
$19.2B
$2.5M 0.63%
+48,345
New +$2.65M
JBL icon
7
Jabil
JBL
$32.8B
$2.45M 0.62%
+85,879
New +$2.6M
LVS icon
8
Las Vegas Sands
LVS
$30.5B
$2.44M 0.61%
+37,958
New +$2.35M
PEP icon
9
PepsiCo
PEP
$186B
$2.42M 0.61%
21,707
+16,607
+326% +$1.92M
FDS icon
10
Factset
FDS
$9.05B
$2.41M 0.61%
+13,364
New +$2.18M
CVX icon
11
Chevron
CVX
$388B
$2.36M 0.59%
+20,092
New +$2.19M
ORCL icon
12
Oracle
ORCL
$331B
$2.34M 0.59%
48,436
+9,796
+25% +$487K
WLK icon
13
Westlake Corp
WLK
$9.46B
$2.25M 0.57%
+27,039
New +$1.99M
THO icon
14
Thor Industries
THO
$3.99B
$2.1M 0.53%
16,691
+9,791
+142% +$1.06M
MCD icon
15
McDonald's
MCD
$188B
$2.04M 0.51%
+13,002
New +$2.04M
LOW icon
16
Lowe's Companies
LOW
$116B
$2.03M 0.51%
25,432
+4,132
+19% +$316K
UNFI icon
17
United Natural Foods
UNFI
$3.01B
$2.02M 0.51%
+48,609
New +$1.81M
COP icon
18
ConocoPhillips
COP
$147B
$1.97M 0.5%
+39,400
New +$1.77M
PM icon
19
Philip Morris
PM
$301B
$1.89M 0.48%
+16,994
New +$1.98M
DRI icon
20
Darden Restaurants
DRI
$22.5B
$1.88M 0.47%
+23,815
New +$2.01M
GPN icon
21
Global Payments
GPN
$22.1B
$1.86M 0.47%
+19,625
New +$1.85M
SKX
22
DELISTED
Skechers
SKX
$1.85M 0.47%
+73,585
New +$2.01M
PSX icon
23
Phillips 66
PSX
$82.9B
$1.83M 0.46%
+19,998
New +$1.69M
FINL
24
DELISTED
Finish Line
FINL
$1.82M 0.46%
+151,209
New +$1.81M
MPC icon
25
Marathon Petroleum
MPC
$90.3B
$1.82M 0.46%
32,379
-6,221
-16% -$334K
1
2 3 4 5

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Trexquant Investment's Q3 2017 Portfolio in Review

As of Q3 2017, Trexquant Investment held 1,220 positions worth $397M, up 8.7% from $365M the previous quarter. Its ten largest holdings account for 6.3% of the portfolio.

Trexquant Investment deployed $21.8M of net new capital in Q3 2017, opening 469 new positions and adding to 132 existing holdings. Its largest new stake was General Mills: 48,345 shares worth $2.5M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 17% of assets, up from 16% a quarter earlier, followed by Technology and Industrials.

On the sell side, the largest reduction was Electronic Arts, an estimated $1.64M trimmed.

  • Trexquant Investment's largest Q3 2017 buy was General Mills: 48,345 shares worth $2.5M.
  • Trexquant Investment added most to PepsiCo in Q3 2017, an estimated $1.92M increase.
  • Trexquant Investment's biggest Q3 2017 reduction was Electronic Arts, cutting an estimated $1.64M.
  • Trexquant Investment fully exited CarMax in Q3 2017, selling an estimated $2.3M.
  • Trexquant Investment's ten largest holdings make up 6.3% of its $397M portfolio in Q3 2017.
  • Trexquant Investment opened 469 new positions and closed 494 in Q3 2017.
  • Trexquant Investment's portfolio value rose 8.7% quarter-over-quarter to $397M.

Based on Trexquant Investment's 13F filing for Q3 2017, filed 9 Nov 2017.